Options
- Buy-Side Risk Management: Hedging Hedge
Fund OutflowsSteve Satchell and Bernd SchererThe Journal of Alternative Investments September 2011, 14 (2) 18-23; DOI: https://doi.org/10.3905/jai.2011.14.2.018 - Squeeze Play: The Dynamics of the Manipulation
End GameCraig PirrongThe Journal of Alternative Investments June 2011, 14 (1) 26-39; DOI: https://doi.org/10.3905/jai.2011.14.1.026 - Regime-Dependent Nonlinear Analysis of
Hedge FundsJan Viebig, Thorsten Poddig and Panagiotis Ballis-PapanastasiouThe Journal of Alternative Investments March 2011, 13 (4) 53-72; DOI: https://doi.org/10.3905/jai.2011.13.4.053 - VIX Futures and options: A Case Study of Portfolio Diversification During the 2008 Financial CrisisEdward SzadoThe Journal of Alternative Investments September 2009, 12 (2) 68-85; DOI: https://doi.org/10.3905/JAI.2009.12.2.068
- The Cash-secured PutWrite Strategy and Performance of Related Benchmark IndexesJason Ungar and Matthew T MoranThe Journal of Alternative Investments March 2009, 11 (4) 43-56; DOI: https://doi.org/10.3905/JAI.2009.11.4.043
- Collaring the Cube: Protection Options for a QQQ ETF PortfolioEdward Szado and Hossein B KazemiThe Journal of Alternative Investments March 2009, 11 (4) 24-42; DOI: https://doi.org/10.3905/JAI.2009.11.4.024
- Market Efficiency and Returns from Convertible Bond Hedging and Arbitrage StrategiesFrank J Fabozzi, Jinlin Liu and Lorne N SwitzerThe Journal of Alternative Investments December 2008, 11 (3) 37-64; DOI: https://doi.org/10.3905/JAI.2009.11.3.037
- Replication and Benchmarking of Hedge FundsHossein B Kazemi, Feng Tu and Ying LiThe Journal of Alternative Investments September 2008, 11 (2) 40-59; DOI: https://doi.org/10.3905/jai.2008.712596
- Asset Based Style Analysis for Equity StrategiesDavid E. Kuenzi and Xu ShiThe Journal of Alternative Investments June 2007, 10 (1) 10-24; DOI: https://doi.org/10.3905/jai.2007.688990
- Hedging Liquidity RiskRanjan Bhaduri, Gunter Meissner and James YounThe Journal of Alternative Investments December 2007, 10 (3) 80-90; DOI: https://doi.org/10.3905/jai.2007.700226
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (36)
- In Markets (170)
- In Portfolio Management (139)
- In Wealth Management (99)
- Derivatives
- Options (547)
- Credit default swaps (126)
- Counterparty risk (24)
- Other (213)
- Factors, risk premia
- Factor-based models (462)
- Style investing (168)
- Other (52)
- Fixed income and structured finance
- Project finance (87)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (613)
- Retirement (481)
- Social security (98)
- Pension funds (175)
- Other (54)
- Mutual funds/passive investing/indexing
- Mutual fund performance (249)
- Passive strategies (143)
- Other (329)
- Performance measurement
- Volatility measures (368)
- Performance measurement (1810)
- Portfolio management/multi-asset allocation
- Portfolio theory (680)
- Portfolio construction (1815)
- ESG investing (327)
- Manager selection (295)
- Other (274)
- Quantitative methods
- Statistical methods (1360)
- Simulations (295)
- Quantitative methods (437)
- Real assets/alternative investments/private equity
- Real estate (218)
- Commodities (194)
- Other real assets (98)
- Currency (172)
- Private equity (741)
- Risk management
- Credit risk management (299)
- Tail risks (164)
- Risk management (854)
- Security analysis and valuation
- Technical analysis (113)